Anic Equity¶

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Total return since start: 0.611 %¶

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Equity now: -----------------------------> 49224.04 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 43305.85 Kr¶

PnL: ---------------------------------------> -1569.73 Kr¶

DD now: ---------------------------------> -7.335 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-22 15:37:58.174853'

Anic Portfolio¶

Today¶

Return: 0.01 %¶

This Week¶

Return: -3.009 %¶

Total portfolio value¶

Return including deposits: 61.147 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
BHG Group 109 -1.480000 1524.910000 101.910000 7.160000 1423.000014
Hennes & Mauritz B 6 0.520000 921.720000 9.720000 1.070000 912.000000
Nederman Holding 1 0.970000 208.000000 9.000000 4.520000 199.000000
JM 7 2.860000 957.600000 7.600000 0.800000 950.000002
Atrium Ljungberg B 5 -0.280000 901.000000 -3.000000 -0.330000 904.000000
ASSA ABLOY B 4 -0.650000 982.400000 -10.600000 -1.070000 993.000000
BioGaia B 8 -0.980000 892.000000 -12.000000 -1.330000 904.000000
Eastnine 6 -1.650000 644.400000 -12.600000 -1.920000 657.000000
Profoto Holding 7 -1.700000 567.000000 -15.000000 -2.580000 581.999999
Biotage 1 -0.830000 131.900000 -17.100000 -11.480000 149.000000
OX2 12 -0.340000 888.000000 -21.000000 -2.310000 909.000000
Creaspac SPAC 40 -0.100000 3812.000000 -22.000000 -0.570000 3834.000000
INVISIO 15 -0.630000 3547.500000 -24.500000 -0.690000 3571.999995
AcadeMedia 20 -1.570000 950.800000 -27.200000 -2.780000 978.000000
Bufab 3 -0.960000 1048.200000 -27.800000 -2.580000 1076.000001
Vitrolife 3 -1.730000 646.800000 -30.200000 -4.460000 677.000001
Alimak Group 12 -0.610000 976.800000 -30.200000 -3.000000 1007.000004
Investor B 3 -0.430000 626.100000 -31.900000 -4.850000 657.999999
EQT 4 1.400000 839.200000 -33.800000 -3.870000 873.000000
Latour B 4 -0.920000 822.000000 -34.000000 -3.970000 856.000000
Sandvik 4 -1.120000 812.800000 -35.200000 -4.150000 848.000000
Byggmax Group 33 -0.350000 931.260000 -35.740000 -3.700000 966.999990
Sagax A 4 0.000000 848.000000 -38.000000 -4.290000 886.000000
Vitec Software Group B 2 -1.120000 1064.000000 -40.000000 -3.620000 1104.000000
Platzer Fastigheter Holding B 12 0.130000 910.800000 -40.200000 -4.230000 951.000000
Sagax B 4 -1.310000 844.400000 -40.600000 -4.590000 885.000000
Hoist Finance 36 -1.100000 970.200000 -40.800000 -4.040000 1010.999988
Hexatronic Group 15 -1.150000 1029.300000 -41.700000 -3.890000 1071.000000
Gränges 10 -2.160000 997.000000 -42.000000 -4.040000 1039.000000
SKF B 5 -0.770000 937.250000 -42.750000 -4.360000 980.000000
Catena 2 0.000000 762.800000 -43.200000 -5.360000 806.000000
Addnode Group B 7 -1.440000 860.300000 -44.700000 -4.940000 904.999998
HEXPOL B 8 0.450000 891.200000 -65.800000 -6.880000 957.000000
Orrön Energy 170 -2.450000 1926.950000 -119.050000 -5.820000 2045.999980
Hexagon B 26 -1.320000 3294.200000 -125.800000 -3.680000 3420.000012
VEF 788 -0.620000 1757.240000 -145.760000 -7.660000 1903.000300
Sedana Medical 93 0.730000 2579.820000 -403.760000 -13.530000 2983.577733
TOTAL 43305.850000 -1569.730000 -7.33487% 44875.578016

Updated:¶

'2023-06-22 15:38:15.230666'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶